Fair Value Measurements and Derivative Instruments - Additional Information (Detail)			3 Months Ended		3 Months Ended							3 Months Ended					12 Months Ended			3 Months Ended	12 Months Ended	3 Months Ended
	Mar. 31, 2012 USD ($)	Dec. 31, 2011 USD ($)	Mar. 31, 2012 Standard & Poor's, BBB- Rating	Mar. 31, 2012 Standard & Poor's, BBB- Rating Lower Limit	Mar. 31, 2012 Moody's, Baa3 Rating	Mar. 31, 2012 Standard & Poor's, BB Rating	Mar. 31, 2012 Moody's, Ba2 Rating	Mar. 31, 2012 Pullmantur and TUI Cruises USD ($)	Mar. 31, 2012 Pullmantur and TUI Cruises EUR (€)	Dec. 31, 2011 Pullmantur and TUI Cruises USD ($)	Dec. 31, 2011 Pullmantur and TUI Cruises EUR (€)	Mar. 31, 2012 Celebrity Reflection USD ($)	Mar. 31, 2012 Interest Rate	Mar. 31, 2012 Foreign exchange contracts	Mar. 31, 2012 Fuel relationships	Mar. 31, 2012 Interest rate swaps Fair Value Hedging	Dec. 31, 2011 Interest rate swaps Fair Value Hedging	Mar. 31, 2012 Interest rate swaps Fair Value Hedging Fixed Rate 7. 25% USD ($)	Dec. 31, 2011 Interest rate swaps Fair Value Hedging Fixed Rate 7. 25% USD ($)	Mar. 31, 2012 Interest rate swaps Celebrity Reflection USD ($)	Dec. 31, 2011 Interest rate swaps Celebrity Reflection USD ($)	Mar. 31, 2012 Interest rate swaps Oasis of the Seas Fair Value Hedging	Mar. 31, 2012 Interest rate swaps Oasis of the Seas Fair Value Hedging Fixed Rate 5.41% USD ($)	Dec. 31, 2011 Interest rate swaps Oasis of the Seas Fair Value Hedging Fixed Rate 5.41% USD ($)	Mar. 31, 2012 Interest rate swaps Oasis of the Seas Term Loan Fair Value Hedging USD ($)	Dec. 31, 2011 Interest rate swaps Oasis of the Seas Term Loan Fair Value Hedging USD ($)	Mar. 31, 2012 Cross currency swaps USD ($)	Mar. 31, 2012 Cross currency swaps EUR (€)	Dec. 31, 2011 Cross currency swaps USD ($)	Dec. 31, 2011 Cross currency swaps EUR (€)	Mar. 31, 2012 Fuel swaps USD ($)	Dec. 31, 2011 Fuel swaps USD ($)	Mar. 31, 2012 Forward Contracts USD ($)	Mar. 31, 2012 Fuel call options	Dec. 31, 2011 Fuel call options	Mar. 31, 2012 Fuel call options Forecasted in 2013	Dec. 31, 2011 Fuel call options Forecasted in 2013
Derivative [Line Items]
Exposure under foreign currency contracts, fuel call options, interest rate and fuel swap agreements	$ 274,800,000
Derivative instrument, contractual life													3 years	3 years	4 years
Percentage of long-term debt with fixed interest rate	40.00%	40.00%
Percentage of long-term debt with floating interest rate	60.00%	60.00%
Debt amount																		350,000,000	350,000,000
Debt instrument fixed interest rate																7.25%	7.25%			2.85%	2.85%	5.41%
Additional interest above LIBOR rate																1.72%	1.72%			0.40%	0.40%	3.87%
Debt instrument interest rate																2.49%	2.49%					4.47%
Unsecured term loan	875,000,000																								420,000,000	420,000,000
Unsecured debt																				627,200,000	627,200,000		350,000,000	350,000,000				1,000,000,000		1,000,000,000
Interest rate swap agreements, effective date																				2013-04	2013-04
Notional amount of outstanding debt related to interest rate swap	1,300,000,000	1,300,000,000
Percentage of aggregate cost exposed to fluctuations in the euro exchange rate	46.30%	43.30%
Notional amount of outstanding foreign exchange contracts	1,200,000,000	900,000,000																										150,000,000		150,000,000
Currency swap agreement, fixed rate																											5.625%	5.625%	5.625%	5.625%
Currency swap agreement, fair value																											190,900,000		190,900,000
Currency swap agreement, weighted average fixed rate																											6.68%	6.68%	6.68%	6.68%
Deferred loss recognized as increase to depreciation expense over useful life												9,100,000
Deferred gain within accrued expenses and other liabilities												1,700,000
Deferred loss within accumulated other comprehensive income (loss)												10,800,000
Amount of foreign currency forward contracts not designated as hedging instruments																																	270,000,000
Debt assigned as a hedge of net investment								823,200,000	618,200,000	863,200,000	665,000,000
Estimated unrealized net gains associated with cash flow hedges pertaining to fuel swap agreements expected to be reclassified to earnings from other accumulated comprehensive income (loss)																															$ 135,000,000	$ 78,500,000
Fuel call options, in barrels																																		1,000,000	1,000,000
Maturity of fuel call option agreement																																		2013
Percentage of projected fuel requirements																																				9.00%	9.00%
Credit ratings for senior debt			Our current interest rate derivative instruments may require us to post collateral if our Standard & Poor’s and Moody’s credit ratings remain below specified levels.
Credit ratings for senior debt			BBB-		Baa3	BB	Ba1
Interest rate instrument term				5 years